Hot-rolled Coil Historical Replay: 2018-07 to 2018-10
Replay the 2018 emerging-market stress across 66 daily bars where US hot-rolled coil navigated a 10.5% drawdown and a 4.7% single-day swing. Step through each session, tackle 12 decision points including 4 critical calls, and receive AI coach review on every simulated choice.
66 daily bars · 12 decision points · 2018-07 to 2018-10 · Commodities
Key facts
This window spans 99 days with a peak-to-trough drawdown of 10.5% and a 10.9% run-up.
- Max drawdown
- −10.5%
- Max run-up
- +10.9%
- Duration
- 99 days
- Largest single-day move
- −4.7%
- Bars
- 66 Daily bars
- Decision points
- 12
Every figure above is computed programmatically from this replay’s own candle series — no editorial input, no LLM. Methodology: Methodology
The market advances day by day. You only see candles up to the current day — as if you were really there.
At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.
After settlement you get a six-dimension score and an AI coach review. Your result enters the scenario leaderboard.
Event Replay
What happened — and what it teaches
The 66 daily bars spanning 2018-07-09 to 2018-10-16 placed US hot-rolled coil at the epicenter of 2010s emerging-market stress. As capital fled developing economies, commodity markets faced cascading uncertainty. The core tension for market participants was whether ferrous prices reflected genuine fundamental weakness or merely served as a risk-off proxy. Positioning decisions carried weight because the crisis unfolded without clear precedent within the data span, demanding disciplined analysis over speculation.
The numbers reveal a market that defied simple narratives. Close prices moved from 3898 to 3947, a 1.3% outcome that obscures the journey. Maximum drawdown reached 10.5% and the largest single-bar move hit 4.7%, underscoring the volatility that defined each session. Over this period, 12 decision points materialized, including 4 critical junctures where directional conviction faced its sternest test. The path was anything but linear.
This replay sharpens decision-making under conditions where conviction and adaptability must coexist. The 10.5% drawdown forces participants to confront whether their process can survive meaningful capital impairment without abandoning disciplined strategy. The 4.7% single-session swings test emotional regulation when positions swing violently against expectations. By engaging these moments through historical replay, traders build the psychological resilience and procedural rigor that crisis management demands.